"""
Provide a generic structure to support window functions,
similar to how we have a Groupby object.
"""

from __future__ import annotations

import copy
from datetime import timedelta
from functools import partial
import inspect
from typing import (
    TYPE_CHECKING,
    Any,
    Concatenate,
    Literal,
    Self,
    cast,
    final,
    overload,
)

import numpy as np

from pandas._libs.tslibs import (
    BaseOffset,
    Timedelta,
    to_offset,
)
import pandas._libs.window.aggregations as window_aggregations
from pandas.compat._optional import import_optional_dependency
from pandas.errors import DataError
from pandas.util._decorators import set_module

from pandas.core.dtypes.common import (
    ensure_float64,
    is_bool,
    is_integer,
    is_numeric_dtype,
    needs_i8_conversion,
)
from pandas.core.dtypes.dtypes import ArrowDtype
from pandas.core.dtypes.generic import (
    ABCDataFrame,
    ABCSeries,
)
from pandas.core.dtypes.missing import notna

from pandas.core._numba import executor
from pandas.core.algorithms import factorize
from pandas.core.apply import (
    ResamplerWindowApply,
    reconstruct_func,
)
from pandas.core.arrays import ExtensionArray
from pandas.core.base import SelectionMixin
import pandas.core.common as com
from pandas.core.indexers.objects import (
    BaseIndexer,
    FixedWindowIndexer,
    GroupbyIndexer,
    VariableWindowIndexer,
)
from pandas.core.indexes.api import (
    DatetimeIndex,
    Index,
    MultiIndex,
    PeriodIndex,
    TimedeltaIndex,
)
from pandas.core.reshape.concat import concat
from pandas.core.util.numba_ import (
    get_jit_arguments,
    maybe_use_numba,
    prepare_function_arguments,
)
from pandas.core.window.common import (
    flex_binary_moment,
    zsqrt,
)
from pandas.core.window.numba_ import (
    generate_manual_numpy_nan_agg_with_axis,
    generate_numba_apply_func,
    generate_numba_table_func,
)

if TYPE_CHECKING:
    from collections.abc import Callable
    from collections.abc import (
        Hashable,
        Iterator,
        Sized,
    )

    from pandas._typing import (
        ArrayLike,
        NDFrameT,
        QuantileInterpolation,
        P,
        TimeUnit,
        T,
        WindowingRankType,
        npt,
    )

    from pandas import (
        DataFrame,
        Series,
    )
    from pandas.core.generic import NDFrame
    from pandas.core.groupby.ops import BaseGrouper

from pandas.core.arrays.datetimelike import dtype_to_unit


class BaseWindow(SelectionMixin):
    """Provides utilities for performing windowing operations."""

    _attributes: list[str] = []
    exclusions: frozenset[Hashable] = frozenset()
    _on: Index

    def __init__(
        self,
        obj: NDFrame,
        window=None,
        min_periods: int | None = None,
        center: bool | None = False,
        win_type: str | None = None,
        on: str | Index | None = None,
        closed: str | None = None,
        step: int | None = None,
        method: str = "single",
        *,
        selection=None,
    ) -> None:
        self.obj = obj
        self.on = on
        self.closed = closed
        self.step = step
        self.window = window
        self.min_periods = min_periods
        self.center = center
        self.win_type = win_type
        self.method = method
        self._win_freq_i8: int | None = None
        if self.on is None:
            self._on = self.obj.index
        elif isinstance(self.on, Index):
            self._on = self.on
        elif isinstance(self.obj, ABCDataFrame) and self.on in self.obj.columns:
            self._on = Index(self.obj[self.on])
        else:
            raise ValueError(
                f"invalid on specified as {self.on}, "
                "must be a column (of DataFrame), an Index or None"
            )

        self._selection = selection
        self._validate()

    def _validate(self) -> None:
        if self.center is not None and not is_bool(self.center):
            raise ValueError("center must be a boolean")
        if self.min_periods is not None:
            if not is_integer(self.min_periods):
                raise ValueError("min_periods must be an integer")
            if self.min_periods < 0:
                raise ValueError("min_periods must be >= 0")
            if is_integer(self.window) and self.min_periods > self.window:
                raise ValueError(
                    f"min_periods {self.min_periods} must be <= window {self.window}"
                )
        if self.closed is not None and self.closed not in [
            "right",
            "both",
            "left",
            "neither",
        ]:
            raise ValueError("closed must be 'right', 'left', 'both' or 'neither'")
        if not isinstance(self.obj, (ABCSeries, ABCDataFrame)):
            raise TypeError(f"invalid type: {type(self)}")
        if isinstance(self.window, BaseIndexer):
            # Validate that the passed BaseIndexer subclass has
            # a get_window_bounds with the correct signature.
            get_window_bounds_signature = inspect.signature(
                self.window.get_window_bounds
            ).parameters.keys()
            expected_signature = inspect.signature(
                BaseIndexer().get_window_bounds
            ).parameters.keys()
            if get_window_bounds_signature != expected_signature:
                raise ValueError(
                    f"{type(self.window).__name__} does not implement "
                    f"the correct signature for get_window_bounds"
                )
        if self.method not in ["table", "single"]:
            raise ValueError("method must be 'table' or 'single")
        if self.step is not None:
            if not is_integer(self.step):
                raise ValueError("step must be an integer")
            if self.step < 0:
                raise ValueError("step must be >= 0")

    def _check_window_bounds(
        self, start: np.ndarray, end: np.ndarray, num_vals: int
    ) -> None:
        if len(start) != len(end):
            raise ValueError(
                f"start ({len(start)}) and end ({len(end)}) bounds must be the "
                f"same length"
            )
        if len(start) != (num_vals + (self.step or 1) - 1) // (self.step or 1):
            raise ValueError(
                f"start and end bounds ({len(start)}) must be the same length "
                f"as the object ({num_vals}) divided by the step ({self.step}) "
                f"if given and rounded up"
            )

    def _slice_axis_for_step(self, index: Index, result: Sized | None = None) -> Index:
        """
        Slices the index for a given result and the preset step.
        """
        return (
            index
            if result is None or len(result) == len(index)
            else index[:: self.step]
        )

    def _validate_numeric_only(self, name: str, numeric_only: bool) -> None:
        """
        Validate numeric_only argument, raising if invalid for the input.

        Parameters
        ----------
        name : str
            Name of the operator (kernel).
        numeric_only : bool
            Value passed by user.
        """
        if (
            self._selected_obj.ndim == 1
            and numeric_only
            and not is_numeric_dtype(self._selected_obj.dtype)
        ):
            raise NotImplementedError(
                f"{type(self).__name__}.{name} does not implement numeric_only"
            )

    def _make_numeric_only(self, obj: NDFrameT) -> NDFrameT:
        """Subset DataFrame to numeric columns.

        Parameters
        ----------
        obj : DataFrame

        Returns
        -------
        obj subset to numeric-only columns.
        """
        result = obj.select_dtypes(include=["number"], exclude=["timedelta"])
        return result

    def _create_data(self, obj: NDFrameT, numeric_only: bool = False) -> NDFrameT:
        """
        Split data into blocks & return conformed data.
        """
        # filter out the on from the object
        if self.on is not None and not isinstance(self.on, Index) and obj.ndim == 2:
            obj = obj.reindex(columns=obj.columns.difference([self.on], sort=False))
        if obj.ndim > 1 and numeric_only:
            obj = self._make_numeric_only(obj)
        return obj

    def _gotitem(self, key, ndim, subset=None):
        """
        Sub-classes to define. Return a sliced object.

        Parameters
        ----------
        key : str / list of selections
        ndim : {1, 2}
            requested ndim of result
        subset : object, default None
            subset to act on
        """
        # create a new object to prevent aliasing
        if subset is None:
            subset = self.obj

        # we need to make a shallow copy of ourselves
        # with the same groupby
        kwargs = {attr: getattr(self, attr) for attr in self._attributes}

        selection = self._infer_selection(key, subset)
        new_win = type(self)(subset, selection=selection, **kwargs)
        return new_win

    def __getattr__(self, attr: str):
        if attr in self._internal_names_set:
            return object.__getattribute__(self, attr)
        if attr in self.obj:
            return self[attr]

        raise AttributeError(
            f"'{type(self).__name__}' object has no attribute '{attr}'"
        )

    def _dir_additions(self):
        return self.obj._dir_additions()

    def __repr__(self) -> str:
        """
        Provide a nice str repr of our rolling object.
        """
        attrs_list = (
            f"{attr_name}={getattr(self, attr_name)}"
            for attr_name in self._attributes
            if getattr(self, attr_name, None) is not None and attr_name[0] != "_"
        )
        attrs = ",".join(attrs_list)
        return f"{type(self).__name__} [{attrs}]"

    def __iter__(self) -> Iterator:
        obj = self._selected_obj.set_axis(self._on)
        obj = self._create_data(obj)
        indexer = self._get_window_indexer()

        start, end = indexer.get_window_bounds(
            num_values=len(obj),
            min_periods=self.min_periods,
            center=self.center,
            closed=self.closed,
            step=self.step,
        )
        self._check_window_bounds(start, end, len(obj))

        for s, e in zip(start, end, strict=True):
            result = obj.iloc[slice(s, e)]
            yield result

    def _prep_values(self, values: ArrayLike) -> np.ndarray:
        """Convert input to numpy arrays for Cython routines"""
        if needs_i8_conversion(values.dtype):
            raise NotImplementedError(
                f"ops for {type(self).__name__} for this "
                f"dtype {values.dtype} are not implemented"
            )
        # GH #12373 : rolling functions error on float32 data
        # make sure the data is coerced to float64
        try:
            if isinstance(values, ExtensionArray):
                values = values.to_numpy(np.float64, na_value=np.nan)
            else:
                values = ensure_float64(values)
        except (ValueError, TypeError) as err:
            raise TypeError(f"cannot handle this type -> {values.dtype}") from err

        # Convert inf to nan for C funcs
        inf = np.isinf(values)
        if inf.any():
            values = np.where(inf, np.nan, values)

        return values

    def _insert_on_column(self, result: DataFrame, obj: DataFrame) -> None:
        # if we have an 'on' column we want to put it back into
        # the results in the same location
        from pandas import Series

        if self.on is not None and not self._on.equals(obj.index):
            name = self._on.name
            extra_col = Series(self._on, index=self.obj.index, name=name, copy=False)
            if name in result.columns:
                # TODO: sure we want to overwrite results?
                result[name] = extra_col
            elif name in result.index.names:
                pass
            elif name in self._selected_obj.columns:
                # insert in the same location as we had in _selected_obj
                old_cols = self._selected_obj.columns
                new_cols = result.columns
                old_loc = old_cols.get_loc(name)
                overlap = new_cols.intersection(old_cols[:old_loc])
                new_loc = len(overlap)
                result.insert(new_loc, name, extra_col)
            else:
                # insert at the end
                result[name] = extra_col

    @property
    def _index_array(self) -> npt.NDArray[np.int64] | None:
        # TODO: why do we get here with e.g. MultiIndex?
        if isinstance(self._on, (PeriodIndex, DatetimeIndex, TimedeltaIndex)):
            return self._on.asi8
        elif isinstance(self._on.dtype, ArrowDtype) and self._on.dtype.kind in "mM":
            return self._on.to_numpy(dtype=np.int64)
        return None

    def _resolve_output(self, out: DataFrame, obj: DataFrame) -> DataFrame:
        """Validate and finalize result."""
        if out.shape[1] == 0 and obj.shape[1] > 0:
            raise DataError("No numeric types to aggregate")
        if out.shape[1] == 0:
            return obj.astype("float64")

        self._insert_on_column(out, obj)
        return out

    def _get_window_indexer(self) -> BaseIndexer:
        """
        Return an indexer class that will compute the window start and end bounds
        """
        if isinstance(self.window, BaseIndexer):
            return self.window
        if self._win_freq_i8 is not None:
            return VariableWindowIndexer(
                index_array=self._index_array,
                window_size=self._win_freq_i8,
                center=self.center,
            )
        return FixedWindowIndexer(window_size=self.window)

    def _apply_series(
        self, homogeneous_func: Callable[..., ArrayLike], name: str | None = None
    ) -> Series:
        """
        Series version of _apply_columnwise
        """
        obj = self._create_data(self._selected_obj)

        if name == "count":
            # GH 12541: Special case for count where we support date-like types
            obj = notna(obj).astype(int)
        try:
            values = self._prep_values(obj._values)
        except (TypeError, NotImplementedError) as err:
            raise DataError("No numeric types to aggregate") from err

        result = homogeneous_func(values)
        index = self._slice_axis_for_step(obj.index, result)
        return obj._constructor(result, index=index, name=obj.name)

    def _apply_columnwise(
        self,
        homogeneous_func: Callable[..., ArrayLike],
        name: str,
        numeric_only: bool = False,
    ) -> DataFrame | Series:
        """
        Apply the given function to the DataFrame broken down into homogeneous
        sub-frames.
        """
        self._validate_numeric_only(name, numeric_only)
        if self._selected_obj.ndim == 1:
            return self._apply_series(homogeneous_func, name)

        obj = self._create_data(self._selected_obj, numeric_only)
        if name == "count":
            # GH 12541: Special case for count where we support date-like types
            obj = notna(obj).astype(int)
            obj._mgr = obj._mgr.consolidate()

        taker = []
        res_values = []
        for i, arr in enumerate(obj._iter_column_arrays()):
            # GH#42736 operate column-wise instead of block-wise
            # As of 2.0, hfunc will raise for nuisance columns
            try:
                arr = self._prep_values(arr)
            except (TypeError, NotImplementedError) as err:
                raise DataError(
                    f"Cannot aggregate non-numeric type: {arr.dtype}"
                ) from err
            res = homogeneous_func(arr)
            res_values.append(res)
            taker.append(i)

        index = self._slice_axis_for_step(
            obj.index, res_values[0] if len(res_values) > 0 else None
        )
        df = type(obj)._from_arrays(
            res_values,
            index=index,
            columns=obj.columns.take(taker),
            verify_integrity=False,
        )

        return self._resolve_output(df, obj)

    def _apply_tablewise(
        self,
        homogeneous_func: Callable[..., ArrayLike],
        name: str | None = None,
        numeric_only: bool = False,
    ) -> DataFrame | Series:
        """
        Apply the given function to the DataFrame across the entire object
        """
        if self._selected_obj.ndim == 1:
            raise ValueError("method='table' not applicable for Series objects.")
        obj = self._create_data(self._selected_obj, numeric_only)
        values = self._prep_values(obj.to_numpy())
        result = homogeneous_func(values)
        index = self._slice_axis_for_step(obj.index, result)
        columns = (
            obj.columns
            if result.shape[1] == len(obj.columns)
            else obj.columns[:: self.step]
        )
        out = obj._constructor(result, index=index, columns=columns)

        return self._resolve_output(out, obj)

    def _apply_pairwise(
        self,
        target: DataFrame | Series,
        other: DataFrame | Series | None,
        pairwise: bool | None,
        func: Callable[[DataFrame | Series, DataFrame | Series], DataFrame | Series],
        numeric_only: bool,
    ) -> DataFrame | Series:
        """
        Apply the given pairwise function given 2 pandas objects (DataFrame/Series)
        """
        target = self._create_data(target, numeric_only)
        if other is None:
            other = target
            # only default unset
            pairwise = True if pairwise is None else pairwise
        elif not isinstance(other, (ABCDataFrame, ABCSeries)):
            raise ValueError("other must be a DataFrame or Series")
        elif other.ndim == 2 and numeric_only:
            other = self._make_numeric_only(other)

        return flex_binary_moment(target, other, func, pairwise=bool(pairwise))

    def _apply(
        self,
        func: Callable[..., Any],
        name: str,
        numeric_only: bool = False,
        numba_args: tuple[Any, ...] = (),
        **kwargs,
    ):
        """
        Rolling statistical measure using supplied function.

        Designed to be used with passed-in Cython array-based functions.

        Parameters
        ----------
        func : callable function to apply
        name : str,
        numba_args : tuple
            args to be passed when func is a numba func
        **kwargs
            additional arguments for rolling function and window function

        Returns
        -------
        y : type of input
        """
        window_indexer = self._get_window_indexer()
        min_periods = (
            self.min_periods
            if self.min_periods is not None
            else window_indexer.window_size
        )

        def homogeneous_func(values: np.ndarray):
            # calculation function

            if values.size == 0:
                return values.copy()

            def calc(x):
                start, end = window_indexer.get_window_bounds(
                    num_values=len(x),
                    min_periods=min_periods,
                    center=self.center,
                    closed=self.closed,
                    step=self.step,
                )
                self._check_window_bounds(start, end, len(x))

                return func(x, start, end, min_periods, *numba_args)

            with np.errstate(all="ignore"):
                result = calc(values)

            return result

        if self.method == "single":
            return self._apply_columnwise(homogeneous_func, name, numeric_only)
        else:
            return self._apply_tablewise(homogeneous_func, name, numeric_only)

    def _numba_apply(
        self,
        func: Callable[..., Any],
        engine_kwargs: dict[str, bool] | None = None,
        **func_kwargs,
    ):
        window_indexer = self._get_window_indexer()
        min_periods = (
            self.min_periods
            if self.min_periods is not None
            else window_indexer.window_size
        )
        obj = self._create_data(self._selected_obj)
        values = self._prep_values(obj.to_numpy())
        if values.ndim == 1:
            values = values.reshape(-1, 1)
        start, end = window_indexer.get_window_bounds(
            num_values=len(values),
            min_periods=min_periods,
            center=self.center,
            closed=self.closed,
            step=self.step,
        )
        self._check_window_bounds(start, end, len(values))
        # For now, map everything to float to match the Cython impl
        # even though it is wrong
        # TODO: Could preserve correct dtypes in future
        # xref #53214
        dtype_mapping = executor.float_dtype_mapping
        aggregator = executor.generate_shared_aggregator(
            func,
            dtype_mapping,
            is_grouped_kernel=False,
            **get_jit_arguments(engine_kwargs),
        )
        result = aggregator(
            values.T, start=start, end=end, min_periods=min_periods, **func_kwargs
        ).T
        index = self._slice_axis_for_step(obj.index, result)
        if obj.ndim == 1:
            result = result.squeeze()
            out = obj._constructor(result, index=index, name=obj.name)
            return out
        else:
            columns = self._slice_axis_for_step(obj.columns, result.T)
            out = obj._constructor(result, index=index, columns=columns)
            return self._resolve_output(out, obj)

    def aggregate(self, func=None, *args, **kwargs):
        relabeling, func, columns, order = reconstruct_func(func, **kwargs)
        result = ResamplerWindowApply(self, func, args=args, kwargs=kwargs).agg()
        if isinstance(result, ABCDataFrame) and relabeling:
            result = result.iloc[:, order]
            result.columns = columns
        if result is None:
            return self.apply(func, raw=False, args=args, kwargs=kwargs)
        return result

    agg = aggregate


class BaseWindowGroupby(BaseWindow):
    """
    Provide the groupby windowing facilities.
    """

    _grouper: BaseGrouper
    _as_index: bool
    _attributes: list[str] = ["_grouper"]

    def __init__(
        self,
        obj: DataFrame | Series,
        *args,
        _grouper: BaseGrouper,
        _as_index: bool = True,
        **kwargs,
    ) -> None:
        from pandas.core.groupby.ops import BaseGrouper

        if not isinstance(_grouper, BaseGrouper):
            raise ValueError("Must pass a BaseGrouper object.")
        self._grouper = _grouper
        self._as_index = _as_index
        # GH 32262: It's convention to keep the grouping column in
        # groupby.<agg_func>, but unexpected to users in
        # groupby.rolling.<agg_func>
        obj = obj.drop(columns=self._grouper.names, errors="ignore")
        # GH 15354
        if kwargs.get("step") is not None:
            raise NotImplementedError("step not implemented for groupby")
        super().__init__(obj, *args, **kwargs)

    def _apply(
        self,
        func: Callable[..., Any],
        name: str,
        numeric_only: bool = False,
        numba_args: tuple[Any, ...] = (),
        **kwargs,
    ) -> DataFrame | Series:
        result = super()._apply(
            func,
            name,
            numeric_only,
            numba_args,
            **kwargs,
        )
        # Reconstruct the resulting MultiIndex
        # 1st set of levels = group by labels
        # 2nd set of levels = original DataFrame/Series index
        grouped_object_index = self.obj.index
        grouped_index_name = [*grouped_object_index.names]
        groupby_keys = copy.copy(self._grouper.names)
        result_index_names = groupby_keys + grouped_index_name

        drop_columns = [
            key
            for key in self._grouper.names
            if key not in self.obj.index.names or key is None
        ]

        if len(drop_columns) != len(groupby_keys):
            # Our result will have still kept the column in the result
            result = result.drop(columns=drop_columns, errors="ignore")

        codes = self._grouper.codes
        levels = copy.copy(self._grouper.levels)

        group_indices = self._grouper.indices.values()
        if group_indices:
            indexer = np.concatenate(list(group_indices))
        else:
            indexer = np.array([], dtype=np.intp)
        codes = [c.take(indexer) for c in codes]

        # if the index of the original dataframe needs to be preserved, append
        # this index (but reordered) to the codes/levels from the groupby
        if grouped_object_index is not None:
            idx = grouped_object_index.take(indexer)
            if not isinstance(idx, MultiIndex):
                idx = MultiIndex.from_arrays([idx])
            codes.extend(list(idx.codes))
            levels.extend(list(idx.levels))

        result_index = MultiIndex(
            levels, codes, names=result_index_names, verify_integrity=False
        )

        result.index = result_index
        if not self._as_index:
            result = result.reset_index(level=list(range(len(groupby_keys))))
        return result

    def _apply_pairwise(
        self,
        target: DataFrame | Series,
        other: DataFrame | Series | None,
        pairwise: bool | None,
        func: Callable[[DataFrame | Series, DataFrame | Series], DataFrame | Series],
        numeric_only: bool,
    ) -> DataFrame | Series:
        """
        Apply the given pairwise function given 2 pandas objects (DataFrame/Series)
        """
        # Manually drop the grouping column first
        target = target.drop(columns=self._grouper.names, errors="ignore")
        result = super()._apply_pairwise(target, other, pairwise, func, numeric_only)
        # 1) Determine the levels + codes of the groupby levels
        if other is not None and not all(
            len(group) == len(other) for group in self._grouper.indices.values()
        ):
            # GH 42915
            # len(other) != len(any group), so must reindex (expand) the result
            # from flex_binary_moment to a "transform"-like result
            # per groupby combination
            old_result_len = len(result)
            result = concat(
                [
                    result.take(gb_indices).reindex(result.index)
                    for gb_indices in self._grouper.indices.values()
                ]
            )

            gb_pairs = (
                com.maybe_make_list(pair) for pair in self._grouper.indices.keys()
            )
            groupby_codes = []
            groupby_levels = []
            # e.g. [[1, 2], [4, 5]] as [[1, 4], [2, 5]]
            for gb_level_pair in map(list, zip(*gb_pairs, strict=True)):
                labels = np.repeat(np.array(gb_level_pair), old_result_len)
                codes, levels = factorize(labels)
                groupby_codes.append(codes)
                groupby_levels.append(levels)
        else:
            # pairwise=True or len(other) == len(each group), so repeat
            # the groupby labels by the number of columns in the original object
            groupby_codes = self._grouper.codes
            # error: Incompatible types in assignment (expression has type
            # "List[Index]", variable has type "List[Union[ndarray, Index]]")
            groupby_levels = self._grouper.levels  # type: ignore[assignment]

            group_indices = self._grouper.indices.values()
            if group_indices:
                indexer = np.concatenate(list(group_indices))
            else:
                indexer = np.array([], dtype=np.intp)

            if target.ndim == 1:
                repeat_by = 1
            else:
                repeat_by = len(target.columns)
            groupby_codes = [
                np.repeat(c.take(indexer), repeat_by) for c in groupby_codes
            ]
        # 2) Determine the levels + codes of the result from super()._apply_pairwise
        if isinstance(result.index, MultiIndex):
            result_codes = list(result.index.codes)
            result_levels = list(result.index.levels)
            result_names = list(result.index.names)
        else:
            idx_codes, idx_levels = factorize(result.index)
            result_codes = [idx_codes]
            result_levels = [idx_levels]
            result_names = [result.index.name]

            # 3) Create the resulting index by combining 1) + 2)
        result_codes = groupby_codes + result_codes
        result_levels = groupby_levels + result_levels
        result_names = self._grouper.names + result_names

        result_index = MultiIndex(
            result_levels, result_codes, names=result_names, verify_integrity=False
        )
        result.index = result_index
        return result

    def _create_data(self, obj: NDFrameT, numeric_only: bool = False) -> NDFrameT:
        """
        Split data into blocks & return conformed data.
        """
        # Ensure the object we're rolling over is monotonically sorted relative
        # to the groups
        # GH 36197
        if not obj.empty:
            groupby_order = np.concatenate(list(self._grouper.indices.values())).astype(
                np.int64
            )
            obj = obj.take(groupby_order)
        return super()._create_data(obj, numeric_only)

    def _gotitem(self, key, ndim, subset=None):
        # we are setting the index on the actual object
        # here so our index is carried through to the selected obj
        # when we do the splitting for the groupby
        if self.on is not None:
            # GH 43355
            subset = self.obj.set_index(self._on)
        return super()._gotitem(key, ndim, subset=subset)


@set_module("pandas.api.typing")
class Window(BaseWindow):
    """
    Provide rolling window calculations.

    Parameters
    ----------
    window : int, timedelta, str, offset, or BaseIndexer subclass
        Interval of the moving window.

        If an integer, the delta between the start and end of each window.
        The number of points in the window depends on the ``closed`` argument.

        If a timedelta, str, or offset, the time period of each window. Each
        window will be a variable sized based on the observations included in
        the time-period. This is only valid for datetimelike indexes.
        To learn more about the offsets & frequency strings, please see
        :ref:`this link<timeseries.offset_aliases>`.

        If a BaseIndexer subclass, the window boundaries
        based on the defined ``get_window_bounds`` method. Additional rolling
        keyword arguments, namely ``min_periods``, ``center``, ``closed`` and
        ``step`` will be passed to ``get_window_bounds``.

    min_periods : int, default None
        Minimum number of observations in window required to have a value;
        otherwise, result is ``np.nan``.

        For a window that is specified by an offset, ``min_periods`` will default to 1.

        For a window that is specified by an integer, ``min_periods`` will default
        to the size of the window.

    center : bool, default False
        If False, set the window labels as the right edge of the window index.

        If True, set the window labels as the center of the window index.

    win_type : str, default None
        If ``None``, all points are evenly weighted.

        If a string, it must be a valid `scipy.signal window function
        <https://docs.scipy.org/doc/scipy/reference/signal.windows.html#module-scipy.signal.windows>`__.

        Certain Scipy window types require additional parameters to be passed
        in the aggregation function. The additional parameters must match
        the keywords specified in the Scipy window type method signature.

    on : str, optional
        For a DataFrame, a column label or Index level on which
        to calculate the rolling window, rather than the DataFrame's index.

        Provided integer column is ignored and excluded from result since
        an integer index is not used to calculate the rolling window.

    closed : str, default None
        Determines the inclusivity of points in the window

        If ``'right'``, uses the window (first, last] meaning the last point
        is included in the calculations.

        If ``'left'``, uses the window [first, last) meaning the first point
        is included in the calculations.

        If ``'both'``, uses the window [first, last] meaning all points in
        the window are included in the calculations.

        If ``'neither'``, uses the window (first, last) meaning the first
        and last points in the window are excluded from calculations.

        () and [] are referencing open and closed set
        notation respetively.

        Default ``None`` (``'right'``).

    step : int, default None
        Evaluate the window at every ``step`` result, equivalent to slicing as
        ``[::step]``. ``window`` must be an integer. Using a step argument other
        than None or 1 will produce a result with a different shape than the input.

    method : str {'single', 'table'}, default 'single'

        Execute the rolling operation per single column or row (``'single'``)
        or over the entire object (``'table'``).

        This argument is only implemented when specifying ``engine='numba'``
        in the method call.

    Returns
    -------
    pandas.api.typing.Window or pandas.api.typing.Rolling
        An instance of Window is returned if ``win_type`` is passed. Otherwise,
        an instance of Rolling is returned.

    See Also
    --------
    expanding : Provides expanding transformations.
    ewm : Provides exponential weighted functions.

    Notes
    -----
    See :ref:`Windowing Operations <window.generic>` for further usage details
    and examples.

    Examples
    --------
    >>> df = pd.DataFrame({"B": [0, 1, 2, np.nan, 4]})
    >>> df
         B
    0  0.0
    1  1.0
    2  2.0
    3  NaN
    4  4.0

    **window**

    Rolling sum with a window length of 2 observations.

    >>> df.rolling(2).sum()
         B
    0  NaN
    1  1.0
    2  3.0
    3  NaN
    4  NaN

    Rolling sum with a window span of 2 seconds.

    >>> df_time = pd.DataFrame(
    ...     {"B": [0, 1, 2, np.nan, 4]},
    ...     index=[
    ...         pd.Timestamp("20130101 09:00:00"),
    ...         pd.Timestamp("20130101 09:00:02"),
    ...         pd.Timestamp("20130101 09:00:03"),
    ...         pd.Timestamp("20130101 09:00:05"),
    ...         pd.Timestamp("20130101 09:00:06"),
    ...     ],
    ... )

    >>> df_time
                           B
    2013-01-01 09:00:00  0.0
    2013-01-01 09:00:02  1.0
    2013-01-01 09:00:03  2.0
    2013-01-01 09:00:05  NaN
    2013-01-01 09:00:06  4.0

    >>> df_time.rolling("2s").sum()
                           B
    2013-01-01 09:00:00  0.0
    2013-01-01 09:00:02  1.0
    2013-01-01 09:00:03  3.0
    2013-01-01 09:00:05  NaN
    2013-01-01 09:00:06  4.0

    Rolling sum with forward looking windows with 2 observations.

    >>> indexer = pd.api.indexers.FixedForwardWindowIndexer(window_size=2)
    >>> df.rolling(window=indexer, min_periods=1).sum()
         B
    0  1.0
    1  3.0
    2  2.0
    3  4.0
    4  4.0

    **min_periods**

    Rolling sum with a window length of 2 observations, but only needs a minimum of 1
    observation to calculate a value.

    >>> df.rolling(2, min_periods=1).sum()
         B
    0  0.0
    1  1.0
    2  3.0
    3  2.0
    4  4.0

    **center**

    Rolling sum with the result assigned to the center of the window index.

    >>> df.rolling(3, min_periods=1, center=True).sum()
         B
    0  1.0
    1  3.0
    2  3.0
    3  6.0
    4  4.0

    >>> df.rolling(3, min_periods=1, center=False).sum()
         B
    0  0.0
    1  1.0
    2  3.0
    3  3.0
    4  6.0

    **step**

    Rolling sum with a window length of 2 observations, minimum of 1 observation to
    calculate a value, and a step of 2.

    >>> df.rolling(2, min_periods=1, step=2).sum()
         B
    0  0.0
    2  3.0
    4  4.0

    **win_type**

    Rolling sum with a window length of 2, using the Scipy ``'gaussian'``
    window type. ``std`` is required in the aggregation function.

    >>> df.rolling(2, win_type="gaussian").sum(std=3)
              B
    0        NaN
    1   0.986207
    2   2.958621
    3        NaN
    4        NaN

    **on**

    Rolling sum with a window length of 2 days.

    >>> df = pd.DataFrame(
    ...     {
    ...         "A": [
    ...             pd.to_datetime("2020-01-01"),
    ...             pd.to_datetime("2020-01-01"),
    ...             pd.to_datetime("2020-01-02"),
    ...         ],
    ...         "B": [1, 2, 3],
    ...     },
    ...     index=pd.date_range("2020", periods=3),
    ... )

    >>> df
                        A  B
    2020-01-01 2020-01-01  1
    2020-01-02 2020-01-01  2
    2020-01-03 2020-01-02  3

    >>> df.rolling("2D", on="A").sum()
                        A    B
    2020-01-01 2020-01-01  1.0
    2020-01-02 2020-01-01  3.0
    2020-01-03 2020-01-02  6.0
    """

    _attributes = [
        "window",
        "min_periods",
        "center",
        "win_type",
        "on",
        "closed",
        "step",
        "method",
    ]

    def _validate(self) -> None:
        super()._validate()

        if not isinstance(self.win_type, str):
            raise ValueError(f"Invalid win_type {self.win_type}")
        signal = import_optional_dependency(
            "scipy.signal.windows", extra="Scipy is required to generate window weight."
        )
        self._scipy_weight_generator = getattr(signal, self.win_type, None)
        if self._scipy_weight_generator is None:
            raise ValueError(f"Invalid win_type {self.win_type}")

        if isinstance(self.window, BaseIndexer):
            raise NotImplementedError(
                "BaseIndexer subclasses not implemented with win_types."
            )
        if not is_integer(self.window) or self.window < 0:
            raise ValueError("window must be an integer 0 or greater")

        if self.method != "single":
            raise NotImplementedError("'single' is the only supported method type.")

    def _center_window(self, result: np.ndarray, offset: int) -> np.ndarray:
        """
        Center the result in the window for weighted rolling aggregations.
        """
        if offset > 0:
            lead_indexer = [slice(offset, None)]
            result = np.copy(result[tuple(lead_indexer)])
        return result

    def _apply(
        self,
        func: Callable[[np.ndarray, int, int], np.ndarray],
        name: str,
        numeric_only: bool = False,
        numba_args: tuple[Any, ...] = (),
        **kwargs,
    ):
        """
        Rolling with weights statistical measure using supplied function.

        Designed to be used with passed-in Cython array-based functions.

        Parameters
        ----------
        func : callable function to apply
        name : str,
        numeric_only : bool, default False
            Whether to only operate on bool, int, and float columns
        numba_args : tuple
            unused
        **kwargs
            additional arguments for scipy windows if necessary

        Returns
        -------
        y : type of input
        """
        # "None" not callable  [misc]
        window = self._scipy_weight_generator(  # type: ignore[misc]
            self.window, **kwargs
        )
        offset = (len(window) - 1) // 2 if self.center else 0

        def homogeneous_func(values: np.ndarray):
            # calculation function

            if values.size == 0:
                return values.copy()

            def calc(x):
                additional_nans = np.full(offset, np.nan)
                x = np.concatenate((x, additional_nans))
                return func(
                    x,
                    window,
                    self.min_periods if self.min_periods is not None else len(window),
                )

            with np.errstate(all="ignore"):
                # Our weighted aggregations return memoryviews
                result = np.asarray(calc(values))

            if self.center:
                result = self._center_window(result, offset)

            return result

        return self._apply_columnwise(homogeneous_func, name, numeric_only)[
            :: self.step
        ]

    def aggregate(self, func=None, *args, **kwargs):
        """
        Aggregate using one or more operations over the specified axis.

        Parameters
        ----------
        func : function, str, list or dict
            Function to use for aggregating the data. If a function, must either
            work when passed a Series/DataFrame or
            when passed to Series/DataFrame.apply.

            Accepted combinations are:

            - function
            - string function name
            - list of functions and/or function names, e.g. ``[np.sum, 'mean']``
            - dict of axis labels -> functions, function names or list of such.

        *args
            Positional arguments to pass to `func`.
        **kwargs
            Keyword arguments to pass to `func`.

        Returns
        -------
        scalar, Series or DataFrame

            The return can be:

            * scalar : when Series.agg is called with single function
            * Series : when DataFrame.agg is called with a single function
            * DataFrame : when DataFrame.agg is called with several functions

        See Also
        --------
        DataFrame.aggregate : Similar DataFrame method.
        Series.aggregate : Similar Series method.

        Notes
        -----
        The aggregation operations are always performed over an axis, either the
        index (default) or the column axis. This behavior is different from
        `numpy` aggregation functions (`mean`, `median`, `prod`, `sum`, `std`,
        `var`), where the default is to compute the aggregation of the flattened
        array, e.g., ``numpy.mean(arr_2d)`` as opposed to
        ``numpy.mean(arr_2d, axis=0)``.

        `agg` is an alias for `aggregate`. Use the alias.

        Functions that mutate the passed object can produce unexpected
        behavior or errors and are not supported. See :ref:`gotchas.udf-mutation`
        for more details.

        A passed user-defined-function will be passed a Series for evaluation.

        If ``func`` defines an index relabeling, ``axis`` must be ``0`` or ``index``.

        Examples
        --------
        >>> df = pd.DataFrame({"A": [1, 2, 3], "B": [4, 5, 6], "C": [7, 8, 9]})
        >>> df
        A  B  C
        0  1  4  7
        1  2  5  8
        2  3  6  9

        >>> df.rolling(2, win_type="boxcar").agg("mean")
            A    B    C
        0  NaN  NaN  NaN
        1  1.5  4.5  7.5
        2  2.5  5.5  8.5
        """
        result = ResamplerWindowApply(self, func, args=args, kwargs=kwargs).agg()
        if result is None:
            # these must apply directly
            result = func(self)

        return result

    agg = aggregate

    def sum(self, numeric_only: bool = False, **kwargs):
        """
        Calculate the rolling weighted window sum.

        Parameters
        ----------
        numeric_only : bool, default False
            Include only float, int, boolean columns.

        **kwargs
            Keyword arguments to configure the ``SciPy`` weighted window type.

        Returns
        -------
        Series or DataFrame
            Return type is the same as the original object with ``np.float64`` dtype.

        See Also
        --------
        Series.rolling : Calling rolling with Series data.
        DataFrame.rolling : Calling rolling with DataFrames.
        Series.sum : Aggregating sum for Series.
        DataFrame.sum : Aggregating sum for DataFrame.

        Examples
        --------
        >>> ser = pd.Series([0, 1, 5, 2, 8])

        To get an instance of :class:`~pandas.core.window.rolling.Window` we need
        to pass the parameter `win_type`.

        >>> type(ser.rolling(2, win_type="gaussian"))
        <class 'pandas.api.typing.Window'>

        In order to use the `SciPy` Gaussian window we need to provide the parameters
        `M` and `std`. The parameter `M` corresponds to 2 in our example.
        We pass the second parameter `std` as a parameter of the following method
        (`sum` in this case):

        >>> ser.rolling(2, win_type="gaussian").sum(std=3)
        0         NaN
        1    0.986207
        2    5.917243
        3    6.903450
        4    9.862071
        dtype: float64
        """
        window_func = window_aggregations.roll_weighted_sum
        # error: Argument 1 to "_apply" of "Window" has incompatible type
        # "Callable[[ndarray, ndarray, int], ndarray]"; expected
        # "Callable[[ndarray, int, int], ndarray]"
        return self._apply(
            window_func,  # type: ignore[arg-type]
            name="sum",
            numeric_only=numeric_only,
            **kwargs,
        )

    def mean(self, numeric_only: bool = False, **kwargs):
        """
        Calculate the rolling weighted window mean.

        Parameters
        ----------
        numeric_only : bool, default False
            Include only float, int, boolean columns.

        **kwargs
            Keyword arguments to configure the ``SciPy`` weighted window type.

        Returns
        -------
        Series or DataFrame
            Return type is the same as the original object with ``np.float64`` dtype.

        See Also
        --------
        Series.rolling : Calling rolling with Series data.
        DataFrame.rolling : Calling rolling with DataFrames.
        Series.mean : Aggregating mean for Series.
        DataFrame.mean : Aggregating mean for DataFrame.

        Examples
        --------
        >>> ser = pd.Series([0, 1, 5, 2, 8])

        To get an instance of :class:`~pandas.core.window.rolling.Window` we need
        to pass the parameter `win_type`.

        >>> type(ser.rolling(2, win_type="gaussian"))
        <class 'pandas.api.typing.Window'>

        In order to use the `SciPy` Gaussian window we need to provide the parameters
        `M` and `std`. The parameter `M` corresponds to 2 in our example.
        We pass the second parameter `std` as a parameter of the following method:

        >>> ser.rolling(2, win_type="gaussian").mean(std=3)
        0    NaN
        1    0.5
        2    3.0
        3    3.5
        4    5.0
        dtype: float64
        """
        window_func = window_aggregations.roll_weighted_mean
        # error: Argument 1 to "_apply" of "Window" has incompatible type
        # "Callable[[ndarray, ndarray, int], ndarray]"; expected
        # "Callable[[ndarray, int, int], ndarray]"
        return self._apply(
            window_func,  # type: ignore[arg-type]
            name="mean",
            numeric_only=numeric_only,
            **kwargs,
        )

    def var(self, ddof: int = 1, numeric_only: bool = False, **kwargs):
        """
        Calculate the rolling weighted window variance.

        Parameters
        ----------
        ddof : int, default 1
            Delta Degrees of Freedom.  The divisor used in calculations
            is ``N - ddof``, where ``N`` represents the number of elements.
        numeric_only : bool, default False
            Include only float, int, boolean columns.

        **kwargs
            Keyword arguments to configure the ``SciPy`` weighted window type.

        Returns
        -------
        Series or DataFrame
            Return type is the same as the original object with ``np.float64`` dtype.

        See Also
        --------
        Series.rolling : Calling rolling with Series data.
        DataFrame.rolling : Calling rolling with DataFrames.
        Series.var : Aggregating var for Series.
        DataFrame.var : Aggregating var for DataFrame.

        Examples
        --------
        >>> ser = pd.Series([0, 1, 5, 2, 8])

        To get an instance of :class:`~pandas.core.window.rolling.Window` we need
        to pass the parameter `win_type`.

        >>> type(ser.rolling(2, win_type="gaussian"))
        <class 'pandas.api.typing.Window'>

        In order to use the `SciPy` Gaussian window we need to provide the parameters
        `M` and `std`. The parameter `M` corresponds to 2 in our example.
        We pass the second parameter `std` as a parameter of the following method:

        >>> ser.rolling(2, win_type="gaussian").var(std=3)
        0     NaN
        1     0.5
        2     8.0
        3     4.5
        4    18.0
        dtype: float64
        """
        window_func = partial(window_aggregations.roll_weighted_var, ddof=ddof)
        kwargs.pop("name", None)
        return self._apply(window_func, name="var", numeric_only=numeric_only, **kwargs)

    def std(self, ddof: int = 1, numeric_only: bool = False, **kwargs):
        """
        Calculate the rolling weighted window standard deviation.

        Parameters
        ----------
        ddof : int, default 1
            Delta Degrees of Freedom.  The divisor used in calculations
            is ``N - ddof``, where ``N`` represents the number of elements.
        numeric_only : bool, default False
            Include only float, int, boolean columns.

        **kwargs
            Keyword arguments to configure the ``SciPy`` weighted window type.

        Returns
        -------
        Series or DataFrame
            Return type is the same as the original object with ``np.float64`` dtype.

        See Also
        --------
        Series.rolling : Calling rolling with Series data.
        DataFrame.rolling : Calling rolling with DataFrames.
        Series.std : Aggregating std for Series.
        DataFrame.std : Aggregating std for DataFrame.

        Examples
        --------
        >>> ser = pd.Series([0, 1, 5, 2, 8])

        To get an instance of :class:`~pandas.core.window.rolling.Window` we need
        to pass the parameter `win_type`.

        >>> type(ser.rolling(2, win_type="gaussian"))
        <class 'pandas.api.typing.Window'>

        In order to use the `SciPy` Gaussian window we need to provide the parameters
        `M` and `std`. The parameter `M` corresponds to 2 in our example.
        We pass the second parameter `std` as a parameter of the following method:

        >>> ser.rolling(2, win_type="gaussian").std(std=3)
        0         NaN
        1    0.707107
        2    2.828427
        3    2.121320
        4    4.242641
        dtype: float64
        """
        return zsqrt(
            self.var(ddof=ddof, name="std", numeric_only=numeric_only, **kwargs)
        )


class RollingAndExpandingMixin(BaseWindow):
    def count(self, numeric_only: bool = False):
        window_func = window_aggregations.roll_sum
        return self._apply(window_func, name="count", numeric_only=numeric_only)

    def apply(
        self,
        func: Callable[..., Any],
        raw: bool = False,
        engine: Literal["cython", "numba"] | None = None,
        engine_kwargs: dict[str, bool] | None = None,
        args: tuple[Any, ...] | None = None,
        kwargs: dict[str, Any] | None = None,
    ):
        if args is None:
            args = ()
        if kwargs is None:
            kwargs = {}

        if not is_bool(raw):
            raise ValueError("raw parameter must be `True` or `False`")

        numba_args: tuple[Any, ...] = ()
        if maybe_use_numba(engine):
            if raw is False:
                raise ValueError("raw must be `True` when using the numba engine")
            numba_args, kwargs = prepare_function_arguments(
                func, args, kwargs, num_required_args=1
            )
            if self.method == "single":
                apply_func = generate_numba_apply_func(
                    func, **get_jit_arguments(engine_kwargs)
                )
            else:
                apply_func = generate_numba_table_func(
                    func, **get_jit_arguments(engine_kwargs)
                )
        elif engine in ("cython", None):
            if engine_kwargs is not None:
                raise ValueError("cython engine does not accept engine_kwargs")
            apply_func = self._generate_cython_apply_func(args, kwargs, raw, func)
        else:
            raise ValueError("engine must be either 'numba' or 'cython'")

        return self._apply(
            apply_func,
            name="apply",
            numba_args=numba_args,
        )

    def _generate_cython_apply_func(
        self,
        args: tuple[Any, ...],
        kwargs: dict[str, Any],
        raw: bool | np.bool_,
        function: Callable[..., Any],
    ) -> Callable[[np.ndarray, np.ndarray, np.ndarray, int], np.ndarray]:
        from pandas import Series

        window_func = partial(
            window_aggregations.roll_apply,
            args=args,
            kwargs=kwargs,
            raw=bool(raw),
            function=function,
        )

        def apply_func(values, begin, end, min_periods, raw=raw):
            if not raw:
                # GH 45912
                values = Series(values, index=self._on, copy=False)
            return window_func(values, begin, end, min_periods)

        return apply_func

    @overload
    def pipe(
        self,
        func: Callable[Concatenate[Self, P], T],
        *args: P.args,
        **kwargs: P.kwargs,
    ) -> T: ...

    @overload
    def pipe(
        self,
        func: tuple[Callable[..., T], str],
        *args: Any,
        **kwargs: Any,
    ) -> T: ...

    def pipe(
        self,
        func: Callable[Concatenate[Self, P], T] | tuple[Callable[..., T], str],
        *args: Any,
        **kwargs: Any,
    ) -> T:
        return com.pipe(self, func, *args, **kwargs)

    def sum(
        self,
        numeric_only: bool = False,
        engine: Literal["cython", "numba"] | None = None,
        engine_kwargs: dict[str, bool] | None = None,
    ):
        if maybe_use_numba(engine):
            if self.method == "table":
                func = generate_manual_numpy_nan_agg_with_axis(np.nansum)
                return self.apply(
                    func,
                    raw=True,
                    engine=engine,
                    engine_kwargs=engine_kwargs,
                )
            else:
                from pandas.core._numba.kernels import sliding_sum

                return self._numba_apply(sliding_sum, engine_kwargs)
        window_func = window_aggregations.roll_sum
        return self._apply(window_func, name="sum", numeric_only=numeric_only)

    def max(
        self,
        numeric_only: bool = False,
        engine: Literal["cython", "numba"] | None = None,
        engine_kwargs: dict[str, bool] | None = None,
    ):
        if maybe_use_numba(engine):
            if self.method == "table":
                func = generate_manual_numpy_nan_agg_with_axis(np.nanmax)
                return self.apply(
                    func,
                    raw=True,
                    engine=engine,
                    engine_kwargs=engine_kwargs,
                )
            else:
                from pandas.core._numba.kernels import sliding_min_max

                return self._numba_apply(sliding_min_max, engine_kwargs, is_max=True)
        window_func = window_aggregations.roll_max
        return self._apply(window_func, name="max", numeric_only=numeric_only)

    def min(
        self,
        numeric_only: bool = False,
        engine: Literal["cython", "numba"] | None = None,
        engine_kwargs: dict[str, bool] | None = None,
    ):
        if maybe_use_numba(engine):
            if self.method == "table":
                func = generate_manual_numpy_nan_agg_with_axis(np.nanmin)
                return self.apply(
                    func,
                    raw=True,
                    engine=engine,
                    engine_kwargs=engine_kwargs,
                )
            else:
                from pandas.core._numba.kernels import sliding_min_max

                return self._numba_apply(sliding_min_max, engine_kwargs, is_max=False)
        window_func = window_aggregations.roll_min
        return self._apply(window_func, name="min", numeric_only=numeric_only)

    def mean(
        self,
        numeric_only: bool = False,
        engine: Literal["cython", "numba"] | None = None,
        engine_kwargs: dict[str, bool] | None = None,
    ):
        if maybe_use_numba(engine):
            if self.method == "table":
                func = generate_manual_numpy_nan_agg_with_axis(np.nanmean)
                return self.apply(
                    func,
                    raw=True,
                    engine=engine,
                    engine_kwargs=engine_kwargs,
                )
            else:
                from pandas.core._numba.kernels import sliding_mean

                return self._numba_apply(sliding_mean, engine_kwargs)
        window_func = window_aggregations.roll_mean
        return self._apply(window_func, name="mean", numeric_only=numeric_only)

    def median(
        self,
        numeric_only: bool = False,
        engine: Literal["cython", "numba"] | None = None,
        engine_kwargs: dict[str, bool] | None = None,
    ):
        if maybe_use_numba(engine):
            if self.method == "table":
                func = generate_manual_numpy_nan_agg_with_axis(np.nanmedian)
            else:
                func = np.nanmedian

            return self.apply(
                func,
                raw=True,
                engine=engine,
                engine_kwargs=engine_kwargs,
            )
        window_func = window_aggregations.roll_median_c
        return self._apply(window_func, name="median", numeric_only=numeric_only)

    def std(
        self,
        ddof: int = 1,
        numeric_only: bool = False,
        engine: Literal["cython", "numba"] | None = None,
        engine_kwargs: dict[str, bool] | None = None,
    ):
        if maybe_use_numba(engine):
            if self.method == "table":
                raise NotImplementedError("std not supported with method='table'")
            from pandas.core._numba.kernels import sliding_var

            return zsqrt(self._numba_apply(sliding_var, engine_kwargs, ddof=ddof))
        window_func = window_aggregations.roll_var

        def zsqrt_func(values, begin, end, min_periods):
            return zsqrt(window_func(values, begin, end, min_periods, ddof=ddof))

        return self._apply(
            zsqrt_func,
            name="std",
            numeric_only=numeric_only,
        )

    def var(
        self,
        ddof: int = 1,
        numeric_only: bool = False,
        engine: Literal["cython", "numba"] | None = None,
        engine_kwargs: dict[str, bool] | None = None,
    ):
        if maybe_use_numba(engine):
            if self.method == "table":
                raise NotImplementedError("var not supported with method='table'")
            from pandas.core._numba.kernels import sliding_var

            return self._numba_apply(sliding_var, engine_kwargs, ddof=ddof)
        window_func = partial(window_aggregations.roll_var, ddof=ddof)
        return self._apply(
            window_func,
            name="var",
            numeric_only=numeric_only,
        )

    def skew(self, numeric_only: bool = False):
        window_func = window_aggregations.roll_skew
        return self._apply(
            window_func,
            name="skew",
            numeric_only=numeric_only,
        )

    def sem(self, ddof: int = 1, numeric_only: bool = False):
        # Raise here so error message says sem instead of std
        self._validate_numeric_only("sem", numeric_only)
        return self.std(numeric_only=numeric_only, ddof=ddof) / (
            self.count(numeric_only=numeric_only)
        ).pow(0.5)

    def kurt(self, numeric_only: bool = False):
        window_func = window_aggregations.roll_kurt
        return self._apply(
            window_func,
            name="kurt",
            numeric_only=numeric_only,
        )

    def first(self, numeric_only: bool = False):
        window_func = window_aggregations.roll_first
        return self._apply(
            window_func,
            name="first",
            numeric_only=numeric_only,
        )

    def last(self, numeric_only: bool = False):
        window_func = window_aggregations.roll_last
        return self._apply(
            window_func,
            name="last",
            numeric_only=numeric_only,
        )

    def quantile(
        self,
        q: float,
        interpolation: QuantileInterpolation = "linear",
        numeric_only: bool = False,
    ):
        if q == 1.0:
            window_func = window_aggregations.roll_max
        elif q == 0.0:
            window_func = window_aggregations.roll_min
        else:
            window_func = partial(
                window_aggregations.roll_quantile,
                quantile=q,
                interpolation=interpolation,
            )

        return self._apply(window_func, name="quantile", numeric_only=numeric_only)

    def rank(
        self,
        method: WindowingRankType = "average",
        ascending: bool = True,
        pct: bool = False,
        numeric_only: bool = False,
    ):
        window_func = partial(
            window_aggregations.roll_rank,
            method=method,
            ascending=ascending,
            percentile=pct,
        )

        return self._apply(window_func, name="rank", numeric_only=numeric_only)

    def nunique(
        self,
        numeric_only: bool = False,
    ):
        window_func = partial(
            window_aggregations.roll_nunique,
        )

        return self._apply(window_func, name="nunique", numeric_only=numeric_only)

    def cov(
        self,
        other: DataFrame | Series | None = None,
        pairwise: bool | None = None,
        ddof: int = 1,
        numeric_only: bool = False,
    ):
        if self.step is not None:
            raise NotImplementedError("step not implemented for cov")
        self._validate_numeric_only("cov", numeric_only)

        from pandas import Series

        def cov_func(x, y):
            x_array = self._prep_values(x)
            y_array = self._prep_values(y)
            window_indexer = self._get_window_indexer()
            min_periods = (
                self.min_periods
                if self.min_periods is not None
                else window_indexer.window_size
            )
            start, end = window_indexer.get_window_bounds(
                num_values=len(x_array),
                min_periods=min_periods,
                center=self.center,
                closed=self.closed,
                step=self.step,
            )
            self._check_window_bounds(start, end, len(x_array))

            with np.errstate(all="ignore"):
                mean_x_y = window_aggregations.roll_mean(
                    x_array * y_array, start, end, min_periods
                )
                mean_x = window_aggregations.roll_mean(x_array, start, end, min_periods)
                mean_y = window_aggregations.roll_mean(y_array, start, end, min_periods)
                count_x_y = window_aggregations.roll_sum(
                    notna(x_array + y_array).astype(np.float64), start, end, 0
                )
                result = (mean_x_y - mean_x * mean_y) * (count_x_y / (count_x_y - ddof))
            return Series(result, index=x.index, name=x.name, copy=False)

        return self._apply_pairwise(
            self._selected_obj, other, pairwise, cov_func, numeric_only
        )

    def corr(
        self,
        other: DataFrame | Series | None = None,
        pairwise: bool | None = None,
        ddof: int = 1,
        numeric_only: bool = False,
    ):
        if self.step is not None:
            raise NotImplementedError("step not implemented for corr")
        self._validate_numeric_only("corr", numeric_only)

        from pandas import Series

        def corr_func(x, y):
            x_array = self._prep_values(x)
            y_array = self._prep_values(y)
            window_indexer = self._get_window_indexer()
            min_periods = (
                self.min_periods
                if self.min_periods is not None
                else window_indexer.window_size
            )
            start, end = window_indexer.get_window_bounds(
                num_values=len(x_array),
                min_periods=min_periods,
                center=self.center,
                closed=self.closed,
                step=self.step,
            )
            self._check_window_bounds(start, end, len(x_array))

            with np.errstate(all="ignore"):
                mean_x_y = window_aggregations.roll_mean(
                    x_array * y_array, start, end, min_periods
                )
                mean_x = window_aggregations.roll_mean(x_array, start, end, min_periods)
                mean_y = window_aggregations.roll_mean(y_array, start, end, min_periods)
                count_x_y = window_aggregations.roll_sum(
                    notna(x_array + y_array).astype(np.float64), start, end, 0
                )
                x_var = window_aggregations.roll_var(
                    x_array, start, end, min_periods, ddof
                )
                y_var = window_aggregations.roll_var(
                    y_array, start, end, min_periods, ddof
                )
                numerator = (mean_x_y - mean_x * mean_y) * (
                    count_x_y / (count_x_y - ddof)
                )
                denominator = (x_var * y_var) ** 0.5
                result = numerator / denominator
            return Series(result, index=x.index, name=x.name, copy=False)

        return self._apply_pairwise(
            self._selected_obj, other, pairwise, corr_func, numeric_only
        )


@set_module("pandas.api.typing")
class Rolling(RollingAndExpandingMixin):
    _attributes: list[str] = [
        "window",
        "min_periods",
        "center",
        "win_type",
        "on",
        "closed",
        "step",
        "method",
    ]

    def _validate(self) -> None:
        super()._validate()

        # we allow rolling on a datetimelike index
        if (
            self.obj.empty
            or isinstance(self._on, (DatetimeIndex, TimedeltaIndex, PeriodIndex))
            or (isinstance(self._on.dtype, ArrowDtype) and self._on.dtype.kind in "mM")
        ) and isinstance(self.window, (str, BaseOffset, timedelta)):
            self._validate_datetimelike_monotonic()

            # this will raise ValueError on non-fixed freqs
            try:
                freq = to_offset(self.window)
            except (TypeError, ValueError) as err:
                raise ValueError(
                    f"passed window {self.window} is not "
                    "compatible with a datetimelike index"
                ) from err
            if isinstance(self._on, PeriodIndex):
                # error: Incompatible types in assignment (expression has type
                # "float", variable has type "Optional[int]")
                self._win_freq_i8 = freq.nanos / (  # type: ignore[assignment]
                    self._on.freq.nanos / self._on.freq.n
                )
            else:
                try:
                    unit = dtype_to_unit(self._on.dtype)  # type: ignore[arg-type]
                except TypeError:
                    # if not a datetime dtype, eg for empty dataframes
                    unit = "ns"
                unit = cast("TimeUnit", unit)
                self._win_freq_i8 = Timedelta(freq.nanos).as_unit(unit)._value

            # min_periods must be an integer
            if self.min_periods is None:
                self.min_periods = 1

            if self.step is not None:
                raise NotImplementedError(
                    "step is not supported with frequency windows"
                )

        elif isinstance(self.window, BaseIndexer):
            # Passed BaseIndexer subclass should handle all other rolling kwargs
            pass
        elif not is_integer(self.window) or self.window < 0:
            raise ValueError("window must be an integer 0 or greater")

    def _validate_datetimelike_monotonic(self) -> None:
        """
        Validate self._on is monotonic (increasing or decreasing) and has
        no NaT values for frequency windows.
        """
        if self._on.hasnans:
            self._raise_monotonic_error("values must not have NaT")
        if not (self._on.is_monotonic_increasing or self._on.is_monotonic_decreasing):
            self._raise_monotonic_error("values must be monotonic")

    def _raise_monotonic_error(self, msg: str):
        on = self.on
        if on is None:
            on = "index"
        raise ValueError(f"{on} {msg}")

    def aggregate(self, func=None, *args, **kwargs):
        """
        Aggregate using one or more operations over the specified axis.

        Parameters
        ----------
        func : function, str, list or dict
            Function to use for aggregating the data. If a function, must either
            work when passed a Series/Dataframe or
            when passed to Series/Dataframe.apply.

            Accepted combinations are:

            - function
            - string function name
            - list of functions and/or function names, e.g. ``[np.sum, 'mean']``
            - dict of axis labels -> functions, function names or list of such.

        *args
            Positional arguments to pass to `func`.
        **kwargs
            Keyword arguments to pass to `func`.

        Returns
        -------
        scalar, Series or DataFrame

            The return can be:

            * scalar : when Series.agg is called with single function
            * Series : when DataFrame.agg is called with a single function
            * DataFrame : when DataFrame.agg is called with several functions

        See Also
        --------
        Series.rolling : Calling object with Series data.
        DataFrame.rolling : Calling object with DataFrame data.

        Notes
        -----
        The aggregation operations are always performed over an axis, either the
        index (default) or the column axis. This behavior is different from
        `numpy` aggregation functions (`mean`, `median`, `prod`, `sum`, `std`,
        `var`), where the default is to compute the aggregation of the flattened
        array, e.g., ``numpy.mean(arr_2d)`` as opposed to
        ``numpy.mean(arr_2d, axis=0)``.

        `agg` is an alias for `aggregate`. Use the alias.

        Functions that mutate the passed object can produce unexpected
        behavior or errors and are not supported. See :ref:`gotchas.udf-mutation`
        for more details.

        A passed user-defined-function will be passed a Series for evaluation.

        If ``func`` defines an index relabeling, ``axis`` must be ``0`` or ``index``.

        Examples
        --------
        >>> df = pd.DataFrame({"A": [1, 2, 3], "B": [4, 5, 6], "C": [7, 8, 9]})
        >>> df
        A  B  C
        0  1  4  7
        1  2  5  8
        2  3  6  9

        >>> df.rolling(2).sum()
            A     B     C
        0  NaN   NaN   NaN
        1  3.0   9.0  15.0
        2  5.0  11.0  17.0

        >>> df.rolling(2).agg({"A": "sum", "B": "min"})
            A    B
        0  NaN  NaN
        1  3.0  4.0
        2  5.0  5.0
        """
        return super().aggregate(func, *args, **kwargs)

    agg = aggregate

    def count(self, numeric_only: bool = False):
        """
        Calculate the rolling count of non NaN observations.

        Parameters
        ----------
        numeric_only : bool, default False
            Include only float, int, boolean columns.

        Returns
        -------
        Series or DataFrame
            Return type is the same as the original object with ``np.float64`` dtype.

        See Also
        --------
        Series.rolling : Calling rolling with Series data.
        DataFrame.rolling : Calling rolling with DataFrames.
        Series.count : Aggregating count for Series.
        DataFrame.count : Aggregating count for DataFrame.

        Examples
        --------
        >>> s = pd.Series([2, 3, np.nan, 10])
        >>> s.rolling(2).count()
        0    NaN
        1    2.0
        2    1.0
        3    1.0
        dtype: float64
        >>> s.rolling(3).count()
        0    NaN
        1    NaN
        2    2.0
        3    2.0
        dtype: float64
        >>> s.rolling(4).count()
        0    NaN
        1    NaN
        2    NaN
        3    3.0
        dtype: float64
        """
        return super().count(numeric_only)

    def apply(
        self,
        func: Callable[..., Any],
        raw: bool = False,
        engine: Literal["cython", "numba"] | None = None,
        engine_kwargs: dict[str, bool] | None = None,
        args: tuple[Any, ...] | None = None,
        kwargs: dict[str, Any] | None = None,
    ):
        """
        Calculate the rolling custom aggregation function.

        Parameters
        ----------
        func : function
            Must produce a single value from an ndarray input if ``raw=True``
            or a single value from a Series if ``raw=False``. Can also accept a
            Numba JIT function with ``engine='numba'`` specified.

        raw : bool, default False
            * ``False`` : passes each row or column as a Series to the
              function.
            * ``True`` : the passed function will receive ndarray
              objects instead.

            If you are just applying a NumPy reduction function this will
            achieve much better performance.

        engine : str, default None
            * ``'cython'`` : Runs rolling apply through C-extensions from cython.
            * ``'numba'`` : Runs rolling apply through JIT compiled code from numba.
              Only available when ``raw`` is set to ``True``.
            * ``None`` : Defaults to ``'cython'`` or
              globally setting ``compute.use_numba``.

        engine_kwargs : dict, default None
            * For ``'cython'`` engine, there are no accepted ``engine_kwargs``
            * For ``'numba'`` engine, the engine can accept ``nopython``, ``nogil``
              and ``parallel`` dictionary keys. The values must either be ``True`` or
              ``False``.

            The default ``engine_kwargs`` for the ``'numba'`` engine is
            ``{'nopython': True, 'nogil': False, 'parallel': False}`` and will be
            applied to both the ``func`` and the ``apply`` rolling aggregation.

        args : tuple, default None
            Positional arguments to be passed into func.

        kwargs : dict, default None
            Keyword arguments to be passed into func.

        Returns
        -------
        Series or DataFrame
            Return type is the same as the original object with ``np.float64`` dtype.

        See Also
        --------
        Series.rolling : Calling rolling with Series data.
        DataFrame.rolling : Calling rolling with DataFrames.
        Series.apply : Aggregating apply for Series.
        DataFrame.apply : Aggregating apply for DataFrame.

        Examples
        --------
        >>> ser = pd.Series([1, 6, 5, 4])
        >>> ser.rolling(2).apply(lambda s: s.sum() - s.min())
        0    NaN
        1    6.0
        2    6.0
        3    5.0
        dtype: float64
        """
        return super().apply(
            func,
            raw=raw,
            engine=engine,
            engine_kwargs=engine_kwargs,
            args=args,
            kwargs=kwargs,
        )

    @overload
    def pipe(
        self,
        func: Callable[Concatenate[Self, P], T],
        *args: P.args,
        **kwargs: P.kwargs,
    ) -> T: ...

    @overload
    def pipe(
        self,
        func: tuple[Callable[..., T], str],
        *args: Any,
        **kwargs: Any,
    ) -> T: ...

    @final
    def pipe(
        self,
        func: Callable[Concatenate[Self, P], T] | tuple[Callable[..., T], str],
        *args: Any,
        **kwargs: Any,
    ) -> T:
        """
        Apply a ``func`` with arguments to this Rolling object and return its result.

        Use `.pipe` when you want to improve readability by chaining together
        functions that expect
        Series, DataFrames, GroupBy, Rolling, Expanding or Resampler
        objects.
        Instead of writing

        >>> h = lambda x, arg2, arg3: x + 1 - arg2 * arg3
        >>> g = lambda x, arg1: x * 5 / arg1
        >>> f = lambda x: x**4
        >>> df = pd.DataFrame(
        ...     {"A": [1, 2, 3, 4]}, index=pd.date_range("2012-08-02", periods=4)
        ... )
        >>> h(g(f(df.rolling("2D")), arg1=1), arg2=2, arg3=3)  # doctest: +SKIP

        You can write

        >>> (
        ...     df.rolling("2D").pipe(f).pipe(g, arg1=1).pipe(h, arg2=2, arg3=3)
        ... )  # doctest: +SKIP

        which is much more readable.

        Parameters
        ----------
        func : callable or tuple of (callable, str)
            Function to apply to this Rolling object or, alternatively,
            a `(callable, data_keyword)` tuple where `data_keyword` is a
            string indicating the keyword of `callable` that expects the
            Rolling object.
        *args : iterable, optional
            Positional arguments passed into `func`.
        **kwargs : dict, optional
                A dictionary of keyword arguments passed into `func`.

        Returns
        -------
        Rolling
            The original object with the function `func` applied.

        See Also
        --------
        Series.pipe : Apply a function with arguments to a series.
        DataFrame.pipe: Apply a function with arguments to a dataframe.
        apply : Apply function to each group instead of to the
            full Rolling object.

        Notes
        -----
        See more `here
        <https://pandas.pydata.org/pandas-docs/stable/user_guide/groupby.html#piping-function-calls>`__.

        Examples
        --------

        >>> df = pd.DataFrame(
        ...     {"A": [1, 2, 3, 4]}, index=pd.date_range("2012-08-02", periods=4)
        ... )
        >>> df
                    A
        2012-08-02  1
        2012-08-03  2
        2012-08-04  3
        2012-08-05  4

        To get the difference between each rolling
        2-day window's maximum and minimum
        value in one pass, you can do

        >>> df.rolling("2D").pipe(lambda x: x.max() - x.min())
                    A
        2012-08-02  0.0
        2012-08-03  1.0
        2012-08-04  1.0
        2012-08-05  1.0
        """
        return super().pipe(func, *args, **kwargs)

    def sum(
        self,
        numeric_only: bool = False,
        engine: Literal["cython", "numba"] | None = None,
        engine_kwargs: dict[str, bool] | None = None,
    ):
        """
        Calculate the rolling sum.

        Parameters
        ----------
        numeric_only : bool, default False
            Include only float, int, boolean columns.

        engine : str, default None
            * ``'cython'`` : Runs the operation through C-extensions from cython.
            * ``'numba'`` : Runs the operation through JIT compiled code from numba.
            * ``None`` : Defaults to ``'cython'`` or
              globally setting ``compute.use_numba``

        engine_kwargs : dict, default None
            * For ``'cython'`` engine, there are no accepted ``engine_kwargs``
            * For ``'numba'`` engine, the engine can accept ``nopython``, ``nogil``
              and ``parallel`` dictionary keys. The values must either be ``True`` or
              ``False``. The default ``engine_kwargs`` for the ``'numba'`` engine is
              ``{'nopython': True, 'nogil': False, 'parallel': False}``.

        Returns
        -------
        Series or DataFrame
            Return type is the same as the original object with ``np.float64`` dtype.

        See Also
        --------
        Series.rolling : Calling rolling with Series data.
        DataFrame.rolling : Calling rolling with DataFrames.
        Series.sum : Aggregating sum for Series.
        DataFrame.sum : Aggregating sum for DataFrame.

        Notes
        -----
        See :ref:`window.numba_engine` and :ref:`enhancingperf.numba`
        for extended documentation and performance considerations
        for the Numba engine.

        Examples
        --------
        >>> s = pd.Series([1, 2, 3, 4, 5])
        >>> s
        0    1
        1    2
        2    3
        3    4
        4    5
        dtype: int64

        >>> s.rolling(3).sum()
        0     NaN
        1     NaN
        2     6.0
        3     9.0
        4    12.0
        dtype: float64

        >>> s.rolling(3, center=True).sum()
        0     NaN
        1     6.0
        2     9.0
        3    12.0
        4     NaN
        dtype: float64

        For DataFrame, each sum is computed column-wise.

        >>> df = pd.DataFrame({"A": s, "B": s**2})
        >>> df
        A   B
        0  1   1
        1  2   4
        2  3   9
        3  4  16
        4  5  25

        >>> df.rolling(3).sum()
             A     B
        0   NaN   NaN
        1   NaN   NaN
        2   6.0  14.0
        3   9.0  29.0
        4  12.0  50.0
        """
        return super().sum(
            numeric_only=numeric_only,
            engine=engine,
            engine_kwargs=engine_kwargs,
        )

    def max(
        self,
        numeric_only: bool = False,
        *args,
        engine: Literal["cython", "numba"] | None = None,
        engine_kwargs: dict[str, bool] | None = None,
        **kwargs,
    ):
        """
        Calculate the rolling maximum.

        Parameters
        ----------
        numeric_only : bool, default False
            Include only float, int, boolean columns.

        *args : iterable, optional
            Positional arguments passed into ``func``.

        engine : str, default None
            * ``'cython'`` : Runs the operation through C-extensions from cython.
            * ``'numba'`` : Runs the operation through JIT compiled code from numba.
            * ``None`` : Defaults to ``'cython'`` or
              globally setting ``compute.use_numba``

        engine_kwargs : dict, default None
            * For ``'cython'`` engine, there are no accepted ``engine_kwargs``
            * For ``'numba'`` engine, the engine can accept ``nopython``, ``nogil``
              and ``parallel`` dictionary keys. The values must either be ``True`` or
              ``False``.

            The default ``engine_kwargs`` for the ``'numba'`` engine is
            ``{'nopython': True, 'nogil': False, 'parallel': False}``.

        **kwargs : mapping, optional
            A dictionary of keyword arguments passed into ``func``.

        Returns
        -------
        Series or DataFrame
            Return type is the same as the original object with ``np.float64`` dtype.

        See Also
        --------
        Series.rolling : Calling rolling with Series data.
        DataFrame.rolling : Calling rolling with DataFrames.
        Series.max : Aggregating max for Series.
        DataFrame.max : Aggregating max for DataFrame.

        Notes
        -----
        See :ref:`window.numba_engine` and :ref:`enhancingperf.numba`
        for extended documentation and performance considerations
        for the Numba engine.

        Examples
        --------
        >>> ser = pd.Series([1, 2, 3, 4])
        >>> ser.rolling(2).max()
        0    NaN
        1    2.0
        2    3.0
        3    4.0
        dtype: float64
        """
        return super().max(
            numeric_only=numeric_only,
            engine=engine,
            engine_kwargs=engine_kwargs,
        )

    def min(
        self,
        numeric_only: bool = False,
        engine: Literal["cython", "numba"] | None = None,
        engine_kwargs: dict[str, bool] | None = None,
    ):
        """
        Calculate the rolling minimum.

        Parameters
        ----------
        numeric_only : bool, default False
            Include only float, int, boolean columns.

        engine : str, default None
            * ``'cython'`` : Runs the operation through C-extensions from cython.
            * ``'numba'`` : Runs the operation through JIT compiled code from numba.
            * ``None`` : Defaults to ``'cython'`` or
              globally setting ``compute.use_numba``

        engine_kwargs : dict, default None
            * For ``'cython'`` engine, there are no accepted ``engine_kwargs``
            * For ``'numba'`` engine, the engine can accept ``nopython``, ``nogil``
              and ``parallel`` dictionary keys. The values must either be ``True`` or
              ``False``.

            The default ``engine_kwargs`` for the ``'numba'`` engine is
            ``{'nopython': True, 'nogil': False, 'parallel': False}``.

        Returns
        -------
        Series or DataFrame
            Return type is the same as the original object with ``np.float64`` dtype.

        See Also
        --------
        Series.rolling : Calling rolling with Series data.
        DataFrame.rolling : Calling rolling with DataFrames.
        Series.min : Aggregating min for Series.
        DataFrame.min : Aggregating min for DataFrame.

        Notes
        -----
        See :ref:`window.numba_engine` and :ref:`enhancingperf.numba`
        for extended documentation and performance considerations
        for the Numba engine.

        Examples
        --------
        Performing a rolling minimum with a window size of 3.

        >>> s = pd.Series([4, 3, 5, 2, 6])
        >>> s.rolling(3).min()
        0    NaN
        1    NaN
        2    3.0
        3    2.0
        4    2.0
        dtype: float64
        """
        return super().min(
            numeric_only=numeric_only,
            engine=engine,
            engine_kwargs=engine_kwargs,
        )

    def mean(
        self,
        numeric_only: bool = False,
        engine: Literal["cython", "numba"] | None = None,
        engine_kwargs: dict[str, bool] | None = None,
    ):
        """
        Calculate the rolling mean.

        Parameters
        ----------
        numeric_only : bool, default False
            Include only float, int, boolean columns.

        engine : str, default None
            * ``'cython'`` : Runs the operation through C-extensions from cython.
            * ``'numba'`` : Runs the operation through JIT compiled code from numba.
            * ``None`` : Defaults to ``'cython'`` or
              globally setting ``compute.use_numba``

        engine_kwargs : dict, default None
            * For ``'cython'`` engine, there are no accepted ``engine_kwargs``
            * For ``'numba'`` engine, the engine can accept ``nopython``, ``nogil``
              and ``parallel`` dictionary keys. The values must either be ``True`` or
              ``False``.

            The default ``engine_kwargs`` for the ``'numba'`` engine is
            ``{'nopython': True, 'nogil': False, 'parallel': False}``.

        Returns
        -------
        Series or DataFrame
            Return type is the same as the original object with ``np.float64`` dtype.

        See Also
        --------
        Series.rolling : Calling rolling with Series data.
        DataFrame.rolling : Calling rolling with DataFrames.
        Series.mean : Aggregating mean for Series.
        DataFrame.mean : Aggregating mean for DataFrame.

        Notes
        -----
        See :ref:`window.numba_engine` and :ref:`enhancingperf.numba`
        for extended documentation and performance considerations
        for the Numba engine.

        Examples
        --------
        The below examples will show rolling mean calculations with window sizes of
        two and three, respectively.

        >>> s = pd.Series([1, 2, 3, 4])
        >>> s.rolling(2).mean()
        0    NaN
        1    1.5
        2    2.5
        3    3.5
        dtype: float64

        >>> s.rolling(3).mean()
        0    NaN
        1    NaN
        2    2.0
        3    3.0
        dtype: float64
        """
        return super().mean(
            numeric_only=numeric_only,
            engine=engine,
            engine_kwargs=engine_kwargs,
        )

    def median(
        self,
        numeric_only: bool = False,
        engine: Literal["cython", "numba"] | None = None,
        engine_kwargs: dict[str, bool] | None = None,
    ):
        """
        Calculate the rolling median.

        Parameters
        ----------
        numeric_only : bool, default False
            Include only float, int, boolean columns.

        engine : str, default None
            * ``'cython'`` : Runs the operation through C-extensions from cython.
            * ``'numba'`` : Runs the operation through JIT compiled code from numba.
            * ``None`` : Defaults to ``'cython'`` or
              globally setting ``compute.use_numba``

        engine_kwargs : dict, default None
            * For ``'cython'`` engine, there are no accepted ``engine_kwargs``
            * For ``'numba'`` engine, the engine can accept ``nopython``, ``nogil``
              and ``parallel`` dictionary keys. The values must either be ``True`` or
              ``False``.

            The default ``engine_kwargs`` for the ``'numba'`` engine is
            ``{'nopython': True, 'nogil': False, 'parallel': False}``.

        Returns
        -------
        Series or DataFrame
            Return type is the same as the original object with ``np.float64`` dtype.

        See Also
        --------
        Series.rolling : Calling rolling with Series data.
        DataFrame.rolling : Calling rolling with DataFrames.
        Series.median : Aggregating median for Series.
        DataFrame.median : Aggregating median for DataFrame.

        Notes
        -----
        See :ref:`window.numba_engine` and :ref:`enhancingperf.numba`
        for extended documentation and performance considerations
        for the Numba engine.

        Examples
        --------
        Compute the rolling median of a series with a window size of 3.

        >>> s = pd.Series([0, 1, 2, 3, 4])
        >>> s.rolling(3).median()
        0    NaN
        1    NaN
        2    1.0
        3    2.0
        4    3.0
        dtype: float64
        """
        return super().median(
            numeric_only=numeric_only,
            engine=engine,
            engine_kwargs=engine_kwargs,
        )

    def std(
        self,
        ddof: int = 1,
        numeric_only: bool = False,
        engine: Literal["cython", "numba"] | None = None,
        engine_kwargs: dict[str, bool] | None = None,
    ):
        """
        Calculate the rolling standard deviation.

        Parameters
        ----------
        ddof : int, default 1
            Delta Degrees of Freedom.  The divisor used in calculations
            is ``N - ddof``, where ``N`` represents the number of elements.

        numeric_only : bool, default False
            Include only float, int, boolean columns.

        engine : str, default None
            * ``'cython'`` : Runs the operation through C-extensions from cython.
            * ``'numba'`` : Runs the operation through JIT compiled code from numba.
            * ``None`` : Defaults to ``'cython'`` or
              globally setting ``compute.use_numba``

        engine_kwargs : dict, default None
            * For ``'cython'`` engine, there are no accepted ``engine_kwargs``
            * For ``'numba'`` engine, the engine can accept ``nopython``, ``nogil``
              and ``parallel`` dictionary keys. The values must either be ``True`` or
              ``False``.

            The default ``engine_kwargs`` for the ``'numba'`` engine is
            ``{'nopython': True, 'nogil': False, 'parallel': False}``.

        Returns
        -------
        Series or DataFrame
            Return type is the same as the original object with ``np.float64`` dtype.

        See Also
        --------
        numpy.std : Equivalent method for NumPy array.
        Series.rolling : Calling rolling with Series data.
        DataFrame.rolling : Calling rolling with DataFrames.
        Series.std : Aggregating std for Series.
        DataFrame.std : Aggregating std for DataFrame.

        Notes
        -----
        The default ``ddof`` of 1 used in :meth:`Series.std` is different
        than the default ``ddof`` of 0 in :func:`numpy.std`.

        A minimum of one period is required for the rolling calculation.

        Examples
        --------
        >>> s = pd.Series([5, 5, 6, 7, 5, 5, 5])
        >>> s.rolling(3).std()
        0         NaN
        1         NaN
        2    0.577350
        3    1.000000
        4    1.000000
        5    1.154701
        6    0.000000
        dtype: float64
        """
        return super().std(
            ddof=ddof,
            numeric_only=numeric_only,
            engine=engine,
            engine_kwargs=engine_kwargs,
        )

    def var(
        self,
        ddof: int = 1,
        numeric_only: bool = False,
        engine: Literal["cython", "numba"] | None = None,
        engine_kwargs: dict[str, bool] | None = None,
    ):
        """
        Calculate the rolling variance.

        Parameters
        ----------
        ddof : int, default 1
            Delta Degrees of Freedom.  The divisor used in calculations
            is ``N - ddof``, where ``N`` represents the number of elements.

        numeric_only : bool, default False
            Include only float, int, boolean columns.

        engine : str, default None
            * ``'cython'`` : Runs the operation through C-extensions from cython.
            * ``'numba'`` : Runs the operation through JIT compiled code from numba.
            * ``None`` : Defaults to ``'cython'`` or
              globally setting ``compute.use_numba``

        engine_kwargs : dict, default None
            * For ``'cython'`` engine, there are no accepted ``engine_kwargs``
            * For ``'numba'`` engine, the engine can accept ``nopython``, ``nogil``
              and ``parallel`` dictionary keys. The values must either be ``True`` or
              ``False``.

            The default ``engine_kwargs`` for the ``'numba'`` engine is
            ``{'nopython': True, 'nogil': False, 'parallel': False}``.

        Returns
        -------
        Series or DataFrame
            Return type is the same as the original object with ``np.float64`` dtype.

        See Also
        --------
        numpy.var : Equivalent method for NumPy array.
        Series.rolling : Calling rolling with Series data.
        DataFrame.rolling : Calling rolling with DataFrames.
        Series.var : Aggregating var for Series.
        DataFrame.var : Aggregating var for DataFrame.

        Notes
        -----
        The default ``ddof`` of 1 used in :meth:`Series.var` is different
        than the default ``ddof`` of 0 in :func:`numpy.var`.

        A minimum of one period is required for the rolling calculation.

        Examples
        --------
        >>> s = pd.Series([5, 5, 6, 7, 5, 5, 5])
        >>> s.rolling(3).var()
        0         NaN
        1         NaN
        2    0.333333
        3    1.000000
        4    1.000000
        5    1.333333
        6    0.000000
        dtype: float64
        """
        return super().var(
            ddof=ddof,
            numeric_only=numeric_only,
            engine=engine,
            engine_kwargs=engine_kwargs,
        )

    def skew(self, numeric_only: bool = False):
        """
        Calculate the rolling unbiased skewness.

        Parameters
        ----------
        numeric_only : bool, default False
            Include only float, int, boolean columns.

        Returns
        -------
        Series or DataFrame
            Return type is the same as the original object with ``np.float64`` dtype.

        See Also
        --------
        scipy.stats.skew : Third moment of a probability density.
        Series.rolling : Calling rolling with Series data.
        DataFrame.rolling : Calling rolling with DataFrames.
        Series.skew : Aggregating skew for Series.
        DataFrame.skew : Aggregating skew for DataFrame.

        Notes
        -----

        A minimum of three periods is required for the rolling calculation.

        Examples
        --------
        >>> ser = pd.Series([1, 5, 2, 7, 15, 6])
        >>> ser.rolling(3).skew().round(6)
        0         NaN
        1         NaN
        2    1.293343
        3   -0.585583
        4    0.670284
        5    1.652317
        dtype: float64
        """
        return super().skew(numeric_only=numeric_only)

    def sem(self, ddof: int = 1, numeric_only: bool = False):
        """
        Calculate the rolling standard error of mean.

        Parameters
        ----------
        ddof : int, default 1
            Delta Degrees of Freedom.  The divisor used in calculations
            is ``N - ddof``, where ``N`` represents the number of elements.

        numeric_only : bool, default False
            Include only float, int, boolean columns.

        Returns
        -------
        Series or DataFrame
            Return type is the same as the original object with ``np.float64`` dtype.

        See Also
        --------
        Series.rolling : Calling rolling with Series data.
        DataFrame.rolling : Calling rolling with DataFrames.
        Series.sem : Aggregating sem for Series.
        DataFrame.sem : Aggregating sem for DataFrame.

        Notes
        -----
        A minimum of one period is required for the calculation.

        Examples
        --------
        >>> s = pd.Series([0, 1, 2, 3])
        >>> s.rolling(2, min_periods=1).sem()
        0    NaN
        1    0.5
        2    0.5
        3    0.5
        dtype: float64
        """
        # Raise here so error message says sem instead of std
        self._validate_numeric_only("sem", numeric_only)
        return self.std(numeric_only=numeric_only, ddof=ddof) / (
            self.count(numeric_only)
        ).pow(0.5)

    def kurt(self, numeric_only: bool = False):
        """
        Calculate the rolling Fisher's definition of kurtosis without bias.

        Parameters
        ----------
        numeric_only : bool, default False
            Include only float, int, boolean columns.

        Returns
        -------
        Series or DataFrame
            Return type is the same as the original object with ``np.float64`` dtype.

        See Also
        --------
        scipy.stats.kurtosis : Reference SciPy method.
        Series.rolling : Calling rolling with Series data.
        DataFrame.rolling : Calling rolling with DataFrames.
        Series.kurt : Aggregating kurt for Series.
        DataFrame.kurt : Aggregating kurt for DataFrame.

        Notes
        -----
        A minimum of four periods is required for the calculation.

        Examples
        --------
        The example below will show a rolling calculation with a window size of
        four matching the equivalent function call using `scipy.stats`.

        >>> arr = [1, 2, 3, 4, 999]
        >>> import scipy.stats
        >>> print(f"{scipy.stats.kurtosis(arr[:-1], bias=False):.6f}")
        -1.200000
        >>> print(f"{scipy.stats.kurtosis(arr[1:], bias=False):.6f}")
        3.999946
        >>> s = pd.Series(arr)
        >>> s.rolling(4).kurt()
        0         NaN
        1         NaN
        2         NaN
        3   -1.200000
        4    3.999946
        dtype: float64
        """
        return super().kurt(numeric_only=numeric_only)

    def first(self, numeric_only: bool = False):
        """
        Calculate the rolling First (left-most) element of the window.

        Parameters
        ----------
        numeric_only : bool, default False
            Include only float, int, boolean columns.

        Returns
        -------
        Series or DataFrame
            Return type is the same as the original object with ``np.float64`` dtype.

        See Also
        --------
        GroupBy.first : Similar method for GroupBy objects.
        Rolling.last : Method to get the last element in each window.

        Examples
        --------
        The example below will show a rolling calculation with a window size of
        three.

        >>> s = pd.Series(range(5))
        >>> s.rolling(3).first()
        0         NaN
        1         NaN
        2         0.0
        3         1.0
        4         2.0
        dtype: float64
        """
        return super().first(numeric_only=numeric_only)

    def last(self, numeric_only: bool = False):
        """
        Calculate the rolling Last (right-most) element of the window.

        Parameters
        ----------
        numeric_only : bool, default False
            Include only float, int, boolean columns.

        Returns
        -------
        Series or DataFrame
            Return type is the same as the original object with ``np.float64`` dtype.

        See Also
        --------
        GroupBy.last : Similar method for GroupBy objects.
        Rolling.first : Method to get the first element in each window.

        Examples
        --------
        The example below will show a rolling calculation with a window size of
        three.

        >>> s = pd.Series(range(5))
        >>> s.rolling(3).last()
        0         NaN
        1         NaN
        2         2.0
        3         3.0
        4         4.0
        dtype: float64
        """
        return super().last(numeric_only=numeric_only)

    def quantile(
        self,
        q: float,
        interpolation: QuantileInterpolation = "linear",
        numeric_only: bool = False,
    ):
        """
        Calculate the rolling quantile.

        Parameters
        ----------
        q : float
            Quantile to compute. 0 <= quantile <= 1.

            .. deprecated:: 2.1.0
                This was renamed from 'quantile' to 'q' in version 2.1.0.

        interpolation : {'linear', 'lower', 'higher', 'midpoint', 'nearest'}
            This optional parameter specifies the interpolation method to use,
            when the desired quantile lies between two data points `i` and `j`:

                * linear: `i + (j - i) * fraction`, where `fraction` is the
                  fractional part of the index surrounded by `i` and `j`.
                * lower: `i`.
                * higher: `j`.
                * nearest: `i` or `j` whichever is nearest.
                * midpoint: (`i` + `j`) / 2.

        numeric_only : bool, default False
            Include only float, int, boolean columns.

        Returns
        -------
        Series or DataFrame
            Return type is the same as the original object with ``np.float64`` dtype.

        See Also
        --------
        Series.rolling : Calling rolling with Series data.
        DataFrame.rolling : Calling rolling with DataFrames.
        Series.quantile : Aggregating quantile for Series.
        DataFrame.quantile : Aggregating quantile for DataFrame.

        Examples
        --------
        >>> s = pd.Series([1, 2, 3, 4])
        >>> s.rolling(2).quantile(0.4, interpolation="lower")
        0    NaN
        1    1.0
        2    2.0
        3    3.0
        dtype: float64

        >>> s.rolling(2).quantile(0.4, interpolation="midpoint")
        0    NaN
        1    1.5
        2    2.5
        3    3.5
        dtype: float64
        """
        return super().quantile(
            q=q,
            interpolation=interpolation,
            numeric_only=numeric_only,
        )

    def rank(
        self,
        method: WindowingRankType = "average",
        ascending: bool = True,
        pct: bool = False,
        numeric_only: bool = False,
    ):
        """
        Calculate the rolling rank.

        Parameters
        ----------
        method : {'average', 'min', 'max'}, default 'average'
            How to rank the group of records that have the same value (i.e. ties):

            * average: average rank of the group
            * min: lowest rank in the group
            * max: highest rank in the group

        ascending : bool, default True
            Whether or not the elements should be ranked in ascending order.

        pct : bool, default False
            Whether or not to display the returned rankings in percentile
            form.

        numeric_only : bool, default False
            Include only float, int, boolean columns.

        Returns
        -------
        Series or DataFrame
            Return type is the same as the original object with ``np.float64`` dtype.

        See Also
        --------
        Series.rolling : Calling rolling with Series data.
        DataFrame.rolling : Calling rolling with DataFrames.
        Series.rank : Aggregating rank for Series.
        DataFrame.rank : Aggregating rank for DataFrame.

        Examples
        --------
        >>> s = pd.Series([1, 4, 2, 3, 5, 3])
        >>> s.rolling(3).rank()
        0    NaN
        1    NaN
        2    2.0
        3    2.0
        4    3.0
        5    1.5
        dtype: float64

        >>> s.rolling(3).rank(method="max")
        0    NaN
        1    NaN
        2    2.0
        3    2.0
        4    3.0
        5    2.0
        dtype: float64

        >>> s.rolling(3).rank(method="min")
        0    NaN
        1    NaN
        2    2.0
        3    2.0
        4    3.0
        5    1.0
        dtype: float64
        """
        return super().rank(
            method=method,
            ascending=ascending,
            pct=pct,
            numeric_only=numeric_only,
        )

    def nunique(
        self,
        numeric_only: bool = False,
    ):
        """
        Calculate the rolling nunique.

        .. versionadded:: 3.0.0

        Parameters
        ----------
        numeric_only : bool, default False
            Include only float, int, boolean columns.

        Returns
        -------
        Series or DataFrame
            Return type is the same as the original object with ``np.float64`` dtype.

        See Also
        --------
        Series.rolling : Calling rolling with Series data.
        DataFrame.rolling : Calling rolling with DataFrames.
        Series.nunique : Aggregating nunique for Series.
        DataFrame.nunique : Aggregating nunique for DataFrame.

        Examples
        --------
        >>> s = pd.Series([1, 4, 2, np.nan, 3, 3, 4, 5])
        >>> s.rolling(3).nunique()
        0    NaN
        1    NaN
        2    3.0
        3    NaN
        4    NaN
        5    NaN
        6    2.0
        7    3.0
        dtype: float64
        """
        return super().nunique(
            numeric_only=numeric_only,
        )

    def cov(
        self,
        other: DataFrame | Series | None = None,
        pairwise: bool | None = None,
        ddof: int = 1,
        numeric_only: bool = False,
    ):
        """
        Calculate the rolling sample covariance.

        Parameters
        ----------
        other : Series or DataFrame, optional
            If not supplied then will default to self and produce pairwise
            output.

        pairwise : bool, default None
            If False then only matching columns between self and other will be
            used and the output will be a DataFrame.
            If True then all pairwise combinations will be calculated and the
            output will be a MultiIndexed DataFrame in the case of DataFrame
            inputs. In the case of missing elements, only complete pairwise
            observations will be used.

        ddof : int, default 1
            Delta Degrees of Freedom.  The divisor used in calculations
            is ``N - ddof``, where ``N`` represents the number of elements.

        numeric_only : bool, default False
            Include only float, int, boolean columns.

        Returns
        -------
        Series or DataFrame
            Return type is the same as the original object with ``np.float64`` dtype.

        See Also
        --------
        Series.rolling : Calling rolling with Series data.
        DataFrame.rolling : Calling rolling with DataFrames.
        Series.cov : Aggregating cov for Series.
        DataFrame.cov : Aggregating cov for DataFrame.

        Examples
        --------
        >>> ser1 = pd.Series([1, 2, 3, 4])
        >>> ser2 = pd.Series([1, 4, 5, 8])
        >>> ser1.rolling(2).cov(ser2)
        0    NaN
        1    1.5
        2    0.5
        3    1.5
        dtype: float64
        """
        return super().cov(
            other=other,
            pairwise=pairwise,
            ddof=ddof,
            numeric_only=numeric_only,
        )

    def corr(
        self,
        other: DataFrame | Series | None = None,
        pairwise: bool | None = None,
        ddof: int = 1,
        numeric_only: bool = False,
    ):
        """
        Calculate the rolling correlation.

        Parameters
        ----------
        other : Series or DataFrame, optional
            If not supplied then will default to self and produce pairwise
            output.

        pairwise : bool, default None
            If False then only matching columns between self and other will be
            used and the output will be a DataFrame.
            If True then all pairwise combinations will be calculated and the
            output will be a MultiIndexed DataFrame in the case of DataFrame
            inputs. In the case of missing elements, only complete pairwise
            observations will be used.

        ddof : int, default 1
            Delta Degrees of Freedom.  The divisor used in calculations
            is ``N - ddof``, where ``N`` represents the number of elements.

        numeric_only : bool, default False
            Include only float, int, boolean columns.

        Returns
        -------
        Series or DataFrame
            Return type is the same as the original object with ``np.float64`` dtype.

        See Also
        --------
        cov : Similar method to calculate covariance.
        numpy.corrcoef : NumPy Pearson's correlation calculation.
        Series.rolling : Calling rolling with Series data.
        DataFrame.rolling : Calling rolling with DataFrames.
        Series.corr : Aggregating corr for Series.
        DataFrame.corr : Aggregating corr for DataFrame.

        Notes
        -----
        This function uses Pearson's definition of correlation
        (https://en.wikipedia.org/wiki/Pearson_correlation_coefficient).

        When `other` is not specified, the output will be self correlation (e.g.
        all 1's), except for :class:`~pandas.DataFrame` inputs with `pairwise`
        set to `True`.

        Function will return ``NaN`` for correlations of equal valued sequences;
        this is the result of a 0/0 division error.

        When `pairwise` is set to `False`, only matching columns between `self` and
        `other` will be used.

        When `pairwise` is set to `True`, the output will be a MultiIndex DataFrame
        with the original index on the first level, and the `other` DataFrame
        columns on the second level.

        In the case of missing elements, only complete pairwise observations
        will be used.

        Examples
        --------
        The below example shows a rolling calculation with a window size of
        four matching the equivalent function call using :meth:`numpy.corrcoef`.

        >>> v1 = [3, 3, 3, 5, 8]
        >>> v2 = [3, 4, 4, 4, 8]
        >>> np.corrcoef(v1[:-1], v2[:-1])
        array([[1.        , 0.33333333],
            [0.33333333, 1.        ]])
        >>> np.corrcoef(v1[1:], v2[1:])
        array([[1.       , 0.9169493],
            [0.9169493, 1.       ]])
        >>> s1 = pd.Series(v1)
        >>> s2 = pd.Series(v2)
        >>> s1.rolling(4).corr(s2)
        0         NaN
        1         NaN
        2         NaN
        3    0.333333
        4    0.916949
        dtype: float64

        The below example shows a similar rolling calculation on a
        DataFrame using the pairwise option.

        >>> matrix = np.array(
        ...     [[51.0, 35.0], [49.0, 30.0], [47.0, 32.0], [46.0, 31.0], [50.0, 36.0]]
        ... )
        >>> np.corrcoef(matrix[:-1, 0], matrix[:-1, 1])
        array([[1.       , 0.6263001],
            [0.6263001, 1.       ]])
        >>> np.corrcoef(matrix[1:, 0], matrix[1:, 1])
        array([[1.        , 0.55536811],
            [0.55536811, 1.        ]])
        >>> df = pd.DataFrame(matrix, columns=["X", "Y"])
        >>> df
              X     Y
        0  51.0  35.0
        1  49.0  30.0
        2  47.0  32.0
        3  46.0  31.0
        4  50.0  36.0
        >>> df.rolling(4).corr(pairwise=True)
                    X         Y
        0 X        NaN       NaN
          Y        NaN       NaN
        1 X        NaN       NaN
          Y        NaN       NaN
        2 X        NaN       NaN
          Y        NaN       NaN
        3 X   1.000000  0.626300
          Y   0.626300  1.000000
        4 X   1.000000  0.555368
          Y   0.555368  1.000000
        """
        return super().corr(
            other=other,
            pairwise=pairwise,
            ddof=ddof,
            numeric_only=numeric_only,
        )


Rolling.__doc__ = Window.__doc__


@set_module("pandas.api.typing")
class RollingGroupby(BaseWindowGroupby, Rolling):
    """
    Provide a rolling groupby implementation.
    """

    _attributes = Rolling._attributes + BaseWindowGroupby._attributes

    def _get_window_indexer(self) -> GroupbyIndexer:
        """
        Return an indexer class that will compute the window start and end bounds

        Returns
        -------
        GroupbyIndexer
        """
        rolling_indexer: type[BaseIndexer]
        indexer_kwargs: dict[str, Any] | None = None
        index_array = self._index_array
        if isinstance(self.window, BaseIndexer):
            rolling_indexer = type(self.window)
            indexer_kwargs = self.window.__dict__.copy()
            assert isinstance(indexer_kwargs, dict)  # for mypy
            # We'll be using the index of each group later
            indexer_kwargs.pop("index_array", None)
            window = self.window
        elif self._win_freq_i8 is not None:
            rolling_indexer = VariableWindowIndexer
            # error: Incompatible types in assignment (expression has type
            # "int", variable has type "BaseIndexer")
            window = self._win_freq_i8  # type: ignore[assignment]
        else:
            rolling_indexer = FixedWindowIndexer
            window = self.window
        window_indexer = GroupbyIndexer(
            index_array=index_array,
            window_size=window,
            groupby_indices=self._grouper.indices,
            window_indexer=rolling_indexer,
            indexer_kwargs=indexer_kwargs,
        )
        return window_indexer

    def _validate_datetimelike_monotonic(self) -> None:
        """
        Validate that each group in self._on is monotonic
        """
        # GH 46061
        if self._on.hasnans:
            self._raise_monotonic_error("values must not have NaT")
        for group_indices in self._grouper.indices.values():
            group_on = self._on.take(group_indices)
            if not (
                group_on.is_monotonic_increasing or group_on.is_monotonic_decreasing
            ):
                on = "index" if self.on is None else self.on
                raise ValueError(
                    f"Each group within {on} must be monotonic. "
                    f"Sort the values in {on} first."
                )
